E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 22-Sep-2021

Day Change Summary
	Previous	Current
	21-Sep-2021	22-Sep-2021	Change	Change %	Previous Week
Open	14,992.00	14,992.75	0.75	0.0%	15,443.00
High	15,163.25	15,227.00	63.75	0.4%	15,557.50
Low	14,963.25	14,930.50	-32.75	-0.2%	15,276.25
Close	15,024.00	15,163.50	139.50	0.9%	15,326.00
Range	200.00	296.50	96.50	48.3%	281.25
ATR	200.49	207.35	6.86	3.4%	0.00
Volume	659,780	601,005	-58,775	-8.9%	2,732,430

Daily Pivots for day following 22-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,996.50	15,876.50	15,326.50
R3	15,700.00	15,580.00	15,245.00
R2	15,403.50	15,403.50	15,217.75
R1	15,283.50	15,283.50	15,190.75	15,343.50
PP	15,107.00	15,107.00	15,107.00	15,137.00
S1	14,987.00	14,987.00	15,136.25	15,047.00
S2	14,810.50	14,810.50	15,109.25
S3	14,514.00	14,690.50	15,082.00
S4	14,217.50	14,394.00	15,000.50

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,230.25	16,059.50	15,480.75
R3	15,949.00	15,778.25	15,403.25
R2	15,667.75	15,667.75	15,377.50
R1	15,497.00	15,497.00	15,351.75	15,441.75
PP	15,386.50	15,386.50	15,386.50	15,359.00
S1	15,215.75	15,215.75	15,300.25	15,160.50
S2	15,105.25	15,105.25	15,274.50
S3	14,824.00	14,934.50	15,248.75
S4	14,542.75	14,653.25	15,171.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,532.50	14,807.50	725.00	4.8%	290.50	1.9%	49%	False	False	645,103
10	15,667.25	14,807.50	859.75	5.7%	241.75	1.6%	41%	False	False	527,773
20	15,702.25	14,807.50	894.75	5.9%	187.50	1.2%	40%	False	False	265,731
40	15,702.25	14,699.00	1,003.25	6.6%	178.75	1.2%	46%	False	False	133,336
60	15,702.25	14,437.00	1,265.25	8.3%	180.00	1.2%	57%	False	False	89,163
80	15,702.25	13,450.00	2,252.25	14.9%	177.75	1.2%	76%	False	False	66,945
100	15,702.25	12,897.75	2,804.50	18.5%	188.75	1.2%	81%	False	False	53,562

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	62.95
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,487.00
2.618	16,003.25
1.618	15,706.75
1.000	15,523.50
0.618	15,410.25
HIGH	15,227.00
0.618	15,113.75
0.500	15,078.75
0.382	15,043.75
LOW	14,930.50
0.618	14,747.25
1.000	14,634.00
1.618	14,450.75
2.618	14,154.25
4.250	13,670.50

Fisher Pivots for day following 22-Sep-2021
Pivot	1 day	3 day
R1	15,135.25	15,133.25
PP	15,107.00	15,103.00
S1	15,078.75	15,073.00

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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